通貨ペア | AUDUSD (Australian Dollar vs. United States Dollar) |
期間 | 5分足(M5) 2009.01.02 06:55 - 2010.12.29 02:15 (2009.01.01 - 2011.01.01) |
モデル | Every tick (the most precise method based on all available least timeframes) |
パラメーター | PassCode_Help="認証コード"; PassCode=""; Lot_Help="取引回数 & ロットに関する設定"; MaxOrders=15; LotManagemant=false;
Lots=0.1; Leverage=5; Slippage=0; Profit_and_Loss_Help="利損益確定に関する設定"; TakeProfit=90; StopLoss=90; ProfitManagemant=false;
ProfitCurrency=1000; LossManagemant=false;
LossCurrency=-1000; Time_Help="トレード時間に関する設定"; TradeHour=0; CloseHour=5; CloseMinute=0; MaxSpread_Help="スプレッドの最大許容範囲"; MaxSpread=4; NextOrderMagin_Help="前回取引からナンピンする値幅"; NextOrderMagin=2; NextOrderWait_Help="前回取引から次回取引を行う待ち時間(分)"; NextOrderWaitMinute=0; Entry_and_Close_Help="エントリー、クローズのタイミング設定"; PeriodLength=-4; EntryLevel=15; CloseLevel=-5; Setting_Help="注文時のリトライ回数、マジックナンバー、コメント設定"; OrderRetryCount=30; MagicNo=11111111; Comments=""; |
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Bars in test | 148107 | Ticks modelled | 30274065 | Modelling quality | 90.00% |
Mismatched charts errors | 28 | | | | |
|
Initial deposit | 10000.00 | | | | |
Total net profit | 7977.00 | Gross profit | 14269.00 | Gross loss | -6292.00 |
Profit factor | 2.27 | Expected payoff | 5.93 | | |
Absolute drawdown | 842.00 | Maximal drawdown | 1387.00 (13.15%) | Relative drawdown | 13.15% (1387.00) |
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Total trades | 1346 | Short positions (won %) | 544 (74.45%) | Long positions (won %) | 802 (78.93%) |
| Profit trades (% of total) | 1038 (77.12%) | Loss trades (% of total) | 308 (22.88%) |
Largest | profit trade | 62.00 | loss trade | -90.00 |
Average | profit trade | 13.75 | loss trade | -20.43 |
Maximum | consecutive wins (profit in money) | 68 (1380.00) | consecutive losses (loss in money) | 15 (-815.00) |
Maximal | consecutive profit (count of wins) | 1380.00 (68) | consecutive loss (count of losses) | -1056.00 (12) |
Average | consecutive wins | 17 | consecutive losses | 5 |